Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.706 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52109.65 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47982.98 Kr¶

PnL: ---------------------------------------> -949.02 Kr¶

DD now: ---------------------------------> -1.903 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 11:28:58.227776'

Anic Portfolio¶

Today¶

Return: 0.067 %¶

This Week¶

Return: -0.395 %¶

Total portfolio value¶

Return including deposits: 70.594 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 4.850000 688.940000 49.940000 7.820000 638.999984
Embracer Group B 26 2.410000 690.820000 28.820000 4.350000 661.999988
Biotage 4 1.150000 631.200000 28.200000 4.680000 603.000000
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
Xvivo Perfusion 3 -1.190000 871.500000 26.500000 3.140000 845.000001
Addtech B 3 0.000000 715.200000 15.200000 2.170000 699.999999
SynAct Pharma 9 0.140000 658.800000 13.800000 2.140000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.120000 663.950000 9.950000 1.520000 653.999997
Humana 40 3.140000 683.200000 9.200000 1.360000 674.000000
Fortnox 10 -0.030000 676.200000 8.200000 1.230000 668.000000
Svolder B 35 -0.320000 2185.750000 6.750000 0.310000 2179.000005
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.900000 1316.500000 -3.500000 -0.270000 1320.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
Addnode Group B 6 -2.130000 744.000000 -8.000000 -1.060000 751.999998
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Sdiptech B 3 -1.750000 810.000000 -12.000000 -1.460000 822.000000
Investor B 3 -0.580000 645.000000 -13.000000 -1.980000 657.999999
BONESUPPORT HOLDING 10 -0.500000 1204.000000 -20.000000 -1.630000 1224.000000
Lime Technologies 2 -3.090000 565.000000 -28.000000 -4.720000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.740000 3440.000000 -105.000000 -2.960000 3545.000000
Sedana Medical 135 1.630000 4201.200000 -129.800000 -3.000000 4330.999935
New Wave B 40 -0.210000 3752.000000 -164.000000 -4.190000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 2.590000 2641.800000 -325.200000 -10.960000 2966.999993
TOTAL 47982.980000 -949.020000 -1.90266% 48931.999868

Updated:¶

'2023-06-14 11:29:14.551092'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶